In general this is a terrible idea. Running multiple security applications at the same time, particularly anything that runs in real time like antivirus or firewall programs, can wreak havoc on Windows, crash your computer, give you many headaches, and, in the very best case, merely slow your computer to a crawl.

The problem is worst with antivirus programs, which is designed to keep constant tabs on files being changed or created without your knowledge. But since antivirus programs are constantly doing this kind of thing behind the scenes, there's a good chance one program will try to block the behavior of the other program, and vice versa. The result could be a catastrophic failure of both applications (leaving you without any protection), or just general instability in Windows. This is so common that if you try to install one antivirus app on top of another, many installers will warn you not to do so.